Varonis Systems Inc (VRNS)
41.68
-0.01
(-0.02%)
USD |
NASDAQ |
Mar 28, 16:00
41.68
0.00 (0.00%)
After-Hours: 20:00
Varonis Systems Max Drawdown (5Y): 78.19% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Max Drawdown (5Y) Benchmarks
| Rapid7 Inc | 80.87% |
| Blackbaud Inc | 65.76% |
| CommVault Systems Inc | 61.24% |
| Paylocity Holding Corp | 56.88% |
| BlackLine Inc | 70.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.799 |
| Beta (5Y) | 0.8530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.18% |
| Historical Sharpe Ratio (5Y) | 0.1569 |
| Historical Sortino (5Y) | 0.2619 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.70% |